Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 0 3 8 223
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 1 4 5 663
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 1 5 9 351
Persistence-robust Granger causality testing 0 0 1 216 0 3 8 508
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 0 3 6 802
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 1 5 7 285
Total Working Papers 0 0 1 807 3 23 43 2,832


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 4 22 0 8 15 74
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 0 2 4 38
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 0 37 0 2 6 154
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 0 8 10 81
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 0 6 12 136
Estimating cointegrated systems using subspace algorithms 0 0 4 74 1 3 8 215
Persistence-robust surplus-lag Granger causality testing 0 0 5 42 0 10 23 173
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 1 2 5 32
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 2 28 0 3 7 111
Total Journal Articles 0 0 15 267 2 44 90 1,014


Statistics updated 2026-03-04